Access Statistics for Steffen Sorensen

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
An Asset Market Integration Test Based on Observable Macroeconomic Stochastic Discount Factors 0 0 0 224 0 1 13 1,040
Business Cycle Variability, Stock Market Variability, Asymmetries and the Risk Premium 0 0 0 150 0 0 4 613
Extracting inflation expectations and inflation risk premia from the term structure: a joint model of the UK nominal and real yield curves 0 0 0 152 0 1 15 368
Integrating credit and interest rate risk: A theoretical framework and an application to banks' balance sheets 0 0 2 690 0 2 21 1,831
Macroeconomic Sources of Equity Risk 0 0 0 601 1 2 15 2,270
Measuring monetary policy expectations from financial market instruments 0 1 1 97 0 2 17 300
Stress tests of UK banks using a VAR approach 0 0 1 960 0 1 12 2,049
The Asymmetric Effect of the Business Cycle on the Equity Premium (This is an extensively revised version of earlier paper No. 06/04) 0 0 0 133 0 0 17 409
The Asymmetric Effect of the Business Cycle on the Realtion between Stock Market Returns and their Volatility 0 0 0 164 1 2 18 569
The Asymmetric Effect of the Business Cycle on the Relation Between Stock Market Returns and Their Volatility 0 0 0 171 0 0 3 489
The Equity Premium and the Business Cycle: the Role of Demand and Supply Shocks 0 0 0 135 0 0 14 386
The asymmetric effect of the business cycle on the relation between stock market returns and their volatility 0 0 0 72 1 2 15 235
The integrated impact of credit and interest rate risk on banks: an economic value and capital adequacy perspective 0 1 3 797 0 2 19 2,512
Total Working Papers 0 2 7 4,346 3 15 183 13,071

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
El impacto integrado del riesgo de crédito y de tasa de interés bancarios: una perspectiva del valor económico y suficiencia de capital 0 0 0 4 0 1 4 61
Extracting inflation expectations and inflation risk premia from the term structure: A joint model of the UK nominal and real yield curves 0 0 1 234 1 1 18 572
The equity premium and the business cycle: the role of demand and supply shocks 0 0 0 62 1 2 14 178
The integrated impact of credit and interest rate risk on banks: A dynamic framework and stress testing application 0 1 7 326 0 4 33 813
Total Journal Articles 0 1 8 626 2 8 69 1,624

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Statistics updated 2026-08-07